Combination Of Columns Not In Another Table

I want a list of rows in one table where a combination of two columns aren't in another table. One column is character and the second column is date/time. This happens to be SQL 2005. My first attempt using only one column worked OK:

SELECT * FROM TABLEA
WHERE CUSTID NOT IN (SELECT CUSTNO FROM TABLEB)

But when I added the combination of customer number and sales date, it made the query "run away" - I had to cancel it and it didn't return anything:

SELECT * FROM TABLEA
WHERE CUSTID + CONVERT(VARCHAR, SLS_DATE, 101) NOT IN
(SELECT CUSTNO + CONVERT(VARCHAR, SALES_DATE, 101) FROM TABLEB)

I wonder what might be wrong, but also whether this is the correct approach to begin with.